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A quick observation tells me that certain items are faint because they are not called up later in the code.

def updatePortfolio (self, contract: Contract , position: float , marketPrice: float , marketValue: float , averageCost: float , unrealizedPNL: float ,

Thanks Kevin, I will give that a try.

Change the default PyCharm colour scheme? I use the Intelli Light scheme in PyCharm, and just copied and pasted into a new .py document. Readibility is good. KH def updatePortfolio (self,

Sorry, I notice I can't see the code I posted very well. Some of the code elements seem to show up so lightly that I can't see them. If I drag my cursor across it to select it, then I can read

In your class __init__, add: self.positions = pd.DataFrame() in def updatePortfolio, try this: def updatePortfolio ( self , contract : Contract , position : float , marketPrice:

Yes, assuming it's not a popular price. If it's something commonly followed like previous high/low/close there might be a bunch of orders there already.

So, putting in the sell limit order at 4000 really early would increase your chance of actually getting triggered I assume? My open buy/sell limit always has an attached bracket order, all of them

Is there a way to pull the time held for each position? For example, I want to buy a stock, hold it for 100 minutes, and then sell it. Other than manually adding a counter to each symbol after each

Is there a way of using reqAccountUpdates and updatePortfolio to create a dataframe with all positions, and then overwrite the dataframe for each refresh? I am using reqAccountUpdates so that I can

I haven't traded e-mini's for a while but there used to be thousands of contracts at each price near the current price. When you place a limit order you go to the back of the line for that price, so

Hey guys I'm about to run through a ton of trades by hand to check if the fills would have filled.. For example, I want to sell 1 E-Mini contract at 4000 and the high of the current candle is 4000.

Natan Sorry to nit-pick, but I think it's a little misleading to say that 'the API allows for a hang': that makes it sound like the API is at fault and should be doing something different.

Hi Since it's a scanner, and if you don't need a model price of an option, you can look at reqHistoricalData(1, DAY, 15minutes bars, trades, RTH=true)

Thanks for your responses, guys. My script is not a live trading tool but rather a scanner that generates a list of candidates for me. It uses Frozen data types because I mostly work on it after

Hi comments inline Artyom Consider going fully async / concurrent. Call cancelMktData only when you received enough data for your

If the data is not in TWS it would be unlikely to be in the API. You can't force the API to work the way you want so you have to adapt to whatever (possibly wacky) things it does. In this case you

Hi everyone, My python script is looping through a list of option tickers (calls and puts with specific strike and expiration). For each of them, I am sending reqMktData. I do it one at a time: I

Hello, I am a Swift developer and I am beginning to trade programatically. Does anyone do their trading using Swift? I see I can use most of the rest and web socket end points to get everything

why do you think its wrong? In the first case it lists commissions in the range [0.17, 0.75], in the second case it shows commissions as 2.0. Have you tried the Preview Order button in TWS? It should